-31.8%
PNR vs GAP
+10.4%
-42.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +8.0% | -4.7% | +1.6% |
| 7D | +11.9% | +8.0% | +3.9% | +10.1% |
| 30D | +37.1% | +2.7% | +34.5% | +36.2% |
| 3M | +5.7% | +16.0% | -10.3% | +1.6% |
| 6M | -5.7% | +2.0% | -7.7% | -7.4% |
| YTD | -29.8% | -4.4% | -25.4% | -30.2% |
| 1Y | -31.8% | +9.2% | -41.0% | -35.7% |
| All | -31.8% | +10.4% | -42.2% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded GAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling